CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 04-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9788 |
1.9892 |
0.0104 |
0.5% |
1.9867 |
| High |
1.9820 |
1.9925 |
0.0105 |
0.5% |
1.9878 |
| Low |
1.9765 |
1.9890 |
0.0125 |
0.6% |
1.9730 |
| Close |
1.9819 |
1.9901 |
0.0082 |
0.4% |
1.9819 |
| Range |
0.0055 |
0.0035 |
-0.0020 |
-36.4% |
0.0148 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.3% |
0.0000 |
| Volume |
91,964 |
92,346 |
382 |
0.4% |
333,918 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0010 |
1.9991 |
1.9920 |
|
| R3 |
1.9975 |
1.9956 |
1.9911 |
|
| R2 |
1.9940 |
1.9940 |
1.9907 |
|
| R1 |
1.9921 |
1.9921 |
1.9904 |
1.9931 |
| PP |
1.9905 |
1.9905 |
1.9905 |
1.9910 |
| S1 |
1.9886 |
1.9886 |
1.9898 |
1.9896 |
| S2 |
1.9870 |
1.9870 |
1.9895 |
|
| S3 |
1.9835 |
1.9851 |
1.9891 |
|
| S4 |
1.9800 |
1.9816 |
1.9882 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0253 |
2.0184 |
1.9900 |
|
| R3 |
2.0105 |
2.0036 |
1.9860 |
|
| R2 |
1.9957 |
1.9957 |
1.9846 |
|
| R1 |
1.9888 |
1.9888 |
1.9833 |
1.9849 |
| PP |
1.9809 |
1.9809 |
1.9809 |
1.9789 |
| S1 |
1.9740 |
1.9740 |
1.9805 |
1.9701 |
| S2 |
1.9661 |
1.9661 |
1.9792 |
|
| S3 |
1.9513 |
1.9592 |
1.9778 |
|
| S4 |
1.9365 |
1.9444 |
1.9738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9925 |
1.9730 |
0.0195 |
1.0% |
0.0059 |
0.3% |
88% |
True |
False |
85,252 |
| 10 |
1.9925 |
1.9674 |
0.0251 |
1.3% |
0.0051 |
0.3% |
90% |
True |
False |
80,049 |
| 20 |
1.9992 |
1.9674 |
0.0318 |
1.6% |
0.0063 |
0.3% |
71% |
False |
False |
77,586 |
| 40 |
2.0072 |
1.9584 |
0.0488 |
2.5% |
0.0063 |
0.3% |
65% |
False |
False |
71,529 |
| 60 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0069 |
0.3% |
80% |
False |
False |
71,381 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0059 |
0.3% |
81% |
False |
False |
54,066 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0052 |
0.3% |
81% |
False |
False |
43,309 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0044 |
0.2% |
81% |
False |
False |
36,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0074 |
|
2.618 |
2.0017 |
|
1.618 |
1.9982 |
|
1.000 |
1.9960 |
|
0.618 |
1.9947 |
|
HIGH |
1.9925 |
|
0.618 |
1.9912 |
|
0.500 |
1.9908 |
|
0.382 |
1.9903 |
|
LOW |
1.9890 |
|
0.618 |
1.9868 |
|
1.000 |
1.9855 |
|
1.618 |
1.9833 |
|
2.618 |
1.9798 |
|
4.250 |
1.9741 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9908 |
1.9879 |
| PP |
1.9905 |
1.9857 |
| S1 |
1.9903 |
1.9835 |
|